Well the obvious choices like Star Wars (not just the movies, of course) and I think Mass Effect has the potential to be one of the greatest sci-fi universes of all time. Aside from those, not much to be honest.

I don't know much about 40k outside the Dawn Of War games (which are AWESOME). What I've gathered from them though sounds like a really interesting and imaginative universe.

I will agree with you on Mass Effect though, Axe. I heard they're making a movie of it and if I had to pick one game I think would actually make a good movie, that would be it. I really hope they don't fuck it up.